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The meaning of the R squared

The meaning of the R squared

Hello

 

I have a question about R squared.

What is the difference between the "Coefficient of determination" on the Evaluate>Residuals display, "Validation", and "Cross Validation" on the Metric of Leaderboard?

How to calculate the "Coefficient of determination(r^2)" on the Rediduals?

 

r_squred.PNG

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Vinay
DataRobot Employee
DataRobot Employee

Hi @cookie_yamyam ,

 

Thank you for the question.

 

The difference between the two metrics is that the one displayed under Evaluate>Residuals is based on a sample of 1000 points while the R2 on the leaderboard is calculated on the entire data within the validation folds. 

If you hover over the 'i' icon next to the coefficient of determination, the same information is mentioned

Vinay_0-1665991791308.png

The sample of 1000 points is also used in the visualizations of Residuals in the Evaluate>Residuals

 

Regards,

Vinay